Support Board
Date/Time: Thu, 15 Jan 2026 16:30:09 +0000
Post From: Recording vs. downloading historical market depth data
| [2026-01-15 11:50:59] |
| curious16 - Posts: 16 |
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Could you please clarify the role of the "Record Market Depth Data" entry in Global Settings > Symbol Settings. If you have historical market depth data subscribed, I'd assume that you don't need to record this data, you get it from the Denali feed together with the other market data. I suspect that recording market depth is an option for recording what happens live and building a history of depth if you do not have a subscription of depth data. It would be helpful to understand whether it ever makes sense at all to record market depth data if you have a depth data subscription. I see locally recording depth as a fragile workaround, as it will be easy to miss some depth data and have a patchy history whenever the connection drops. In summary: is there ever an advantage in setting record market depth data to YES when you subscribe to depth data? |